Not on my mini, but I've got a set of MTEC cross drilled discs on my 2008 Z4. No special pads or anything and I've had no problems with them. I stayed away from the grooved discs because I'd heard they generated extra noise,but that might just be internet waffle.
If you order them, make sure you remember to order the protective coating as this will keep the centre of the hubs from premature rusting. I seem to remember their website is not that well designed and it's easy to miss ticking the box for the coating. When the discs arrive, they wil be completely coated, but this gets removed from the swept area of the disc after a few miles.